Here is exactly how Juniper does it. It's definitely parallel execution of BGP route processing. I have "no dog in this fight" but as a developer I always lean towards "nothing is impossible".
https://www.juniper.net/documentation/e ... arding.pdf
I know it's not a simple checkbox and magic happens and there's multi-threadded BGP, but someone has figured out the logistics and thread control algorithm (Juniper), and I presume it's not novel enough to be patented, so it's possible to just implement the same type of algorithm on the Mikrotik hardware (given enough time, interest, and investment).
I read the "Run to completion" argument, and it's not really something that applies because you ARE running to completion, you are just running it on several cpu's at the same time and the main "thread" will wait for this to complete. Does it matter if route 887,123 gets processed before route 123? I don't know, but it seems Juniper has figured out how to deal with it, so it's not "impossible"